Symmetric reflected diffusions

zbMath0794.60078MaRDI QIDQ1316640

Etienne Pardoux, Ruth J. Williams

Publication date: 15 August 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_1_13_0

zbMATH Keywords

semimartingalesymmetric Markov processconormal reflectionlocally Lipschitz continuous probability density

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)

Related Items (16)

Euler schemes and half-space approximation for the simulation of diffusion in a domain ⋮ Stationary distributions for diffusions with inert drift ⋮ Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients ⋮ Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions ⋮ Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain ⋮ Multilevel Dyson Brownian motions via Jack polynomials ⋮ On the stochastic regularity of distorted Brownian motions ⋮ Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets ⋮ An approximation result for a nonlinear Neumann boundary value problem via BSDEs ⋮ On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin ⋮ About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process ⋮ Penalty method for obliquely reflected diffusions ⋮ Time reversal and reflected diffusions ⋮ Divergence form operators on fractal-like domains ⋮ On a decomposition of symmetric diffusions with reflecting boundary conditions.

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